Heat the oven to 375°F (190°C) and line a baking sheet with parchment paper. Remove the apple slices from the canned filling, chop them into small pieces, and stir them with about 1/4 cup of the caramel sauce.

Unroll both pie crusts on a lightly floured work surface. Cut equal numbers of 3- to 3 1/2-inch rounds from each crust, reserving matching rounds for the tops and bottoms.

Place about 1 to 1 1/2 teaspoons of the apple-caramel mixture in the center of half the dough rounds. Leave a clear border around each portion so the cookies can be sealed securely.

Cover the filled rounds with the remaining dough rounds. Press the edges together, crimp around each cookie with a fork, and cut one or two small slits in the tops for steam to escape.

Whisk the egg with 1 tablespoon of water and brush a light layer over the tops. Mix the granulated sugar with the cinnamon and sprinkle the mixture over each cookie.

Bake for 15–18 minutes, until the crusts are golden brown and the filling is bubbling slightly. Cool the cookies on the baking sheet for about 5 minutes, transfer them to a rack, and drizzle with additional caramel sauce before serving.